Skip to main content
Kent Academic Repository

Browse by Person (creator, editor, contributor, etc.)

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date | No Grouping
Jump to: Article | Thesis
Number of items: 2.

Article

Cantia, Catalin and Tunaru, Radu (2016) A factor model for joint default probabilities, pricing of CDS, index swaps and index tranches. Insurance: Mathematics and Economics, 72 . pp. 21-35. ISSN 0167-6687. (doi:https://doi.org/10.1016/j.insmatheco.2016.10.004) (Full text available)
[img]
Preview

Thesis

Cantia, Catalin (2016) Lévy Factor Models for Financial Applications. Doctor of Philosophy (PhD) thesis, University of Kent,. (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided)
[img]

This list was generated on Sat May 25 15:48:50 2019 BST.